+2.0%
RDW vs ITUB
+168.1%
-166.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +0.9% | +2.2% | -1.4% | 0.0% |
| 30D | -21.3% | +12.6% | -33.9% | -25.0% |
| 3M | -37.9% | +6.4% | -44.3% | -39.8% |
| 6M | +12.3% | +0.6% | +11.7% | +11.8% |
| YTD | +39.7% | +18.8% | +20.9% | +32.6% |
| 1Y | +25.7% | +31.0% | -5.3% | +15.6% |
| 3Y | +230.8% | +118.1% | +112.8% | +166.1% |
| 5Y | -8.8% | +193.0% | -201.8% | -30.2% |
| All | +2.0% | +168.1% | -166.0% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling